+236.6%
SAP vs CDW
+312.7%
-76.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.6% |
| 7D | +0.6% | +9.3% | -8.7% | -2.9% |
| 30D | +6.5% | +14.4% | -7.8% | +0.5% |
| 3M | +12.2% | +21.4% | -9.2% | +2.6% |
| 6M | +46.1% | +72.8% | -26.7% | +15.2% |
| YTD | -1.6% | +28.0% | -29.6% | -14.4% |
| 1Y | -5.1% | +19.3% | -24.5% | -15.0% |
| 3Y | +68.4% | -15.3% | +83.7% | +69.0% |
| 5Y | +79.4% | -3.8% | +83.2% | +66.2% |
| All | +236.6% | +312.7% | -76.1% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling